Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51601.67 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48402.61 Kr¶

PnL: ---------------------------------------> -684.96 Kr¶

DD now: ---------------------------------> -0.66 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:30:04.008646'

Anic Portfolio¶

Today¶

Return: -0.572 %¶

This Week¶

Return: 8.573 %¶

Total¶

Return: 68.931 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.160000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 -1.690000 768.800000 95.800000 14.230000 673.000000
Nordea Bank Abp 29 -0.310000 3524.080000 70.080000 2.030000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
HEBA B 70 -1.290000 2688.000000 52.000000 1.970000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Swedbank A 3 1.930000 602.400000 38.400000 6.810000 564.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
SAAB B 8 -0.420000 3412.800000 35.800000 1.060000 3377.000000
AcadeMedia 12 -0.690000 590.400000 33.400000 6.000000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.370000 381.700000 26.700000 7.520000 355.000000
Intrum 4 0.260000 540.800000 13.800000 2.620000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.140000 572.520000 2.520000 0.440000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.000000 0.000000 0.000000 246.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Corem Property Group B 59 -1.520000 572.600000 -4.400000 -0.760000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -2.960000 577.710000 -5.290000 -0.910000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.880000 1630.800000 -23.200000 -1.400000 1653.999996
Essity B 2 -0.650000 546.400000 -27.600000 -4.810000 574.000000
CTEK 13 -2.030000 496.210000 -37.790000 -7.080000 533.999999
International Petroleum Corp. 5 -3.070000 553.000000 -41.570000 -6.990000 594.565215
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.990000 1764.400000 -224.600000 -11.290000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48402.610000 -684.960000 -0.65976% 49087.564636

Updated:¶

'2023-01-31 15:30:17.315188'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶